As far as incorporation, you just need to file for it in your state.
As far as whether or not to become a national organization, you need to be sure you're ready for it. Are you currently regional or a local? Do you have alumni/brothers at other locations that would be able to support your new chapters/colonies? Do you have an idea of how you would structure yourselves nationally?
Browse the threads here; there is a great deal of information about this.
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*does side bends and sit-ups*
*doesn't lose butt*
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